| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.05.03 00:00 - 2010.05.07 22:55 (2010.05.01 - 2010.06.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=15; BarsBack2=23; | ||||
| Bars in test | 2429 | Ticks modelled | 295843 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3753.37 | Gross profit | 4263.78 | Gross loss | -510.41 |
| Profit factor | 8.35 | Expected payoff | 375.34 | ||
| Absolute drawdown | 388.82 | Maximal drawdown | 925.02 (8.10%) | Relative drawdown | 8.10% (925.02) |
| Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 1333.80 | loss trade | -510.41 | |
| Average | profit trade | 473.75 | loss trade | -510.41 | |
| Maximum | consecutive wins (profit in money) | 8 (4039.78) | consecutive losses (loss in money) | 1 (-510.41) | |
| Maximal | consecutive profit (count of wins) | 4039.78 (8) | consecutive loss (count of losses) | -510.41 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 02:00 | sell | 1 | 0.50 | 1.53000 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 02:05 | modify | 1 | 0.50 | 1.53000 | 1.54000 | 0.00000 | ||
| 3 | 2010.05.03 02:05 | modify | 1 | 0.50 | 1.53000 | 1.54000 | 1.48000 | ||
| 4 | 2010.05.03 04:30 | close | 1 | 0.50 | 1.52552 | 1.54000 | 1.48000 | 224.00 | 10224.00 |
| 5 | 2010.05.03 09:50 | buy | 2 | 0.51 | 1.52384 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.03 09:55 | modify | 2 | 0.51 | 1.52384 | 1.51384 | 0.00000 | ||
| 7 | 2010.05.03 09:55 | modify | 2 | 0.51 | 1.52384 | 1.51384 | 1.57384 | ||
| 8 | 2010.05.04 15:45 | s/l | 2 | 0.51 | 1.51384 | 1.51384 | 1.57384 | -510.41 | 9713.59 |
| 9 | 2010.05.04 19:15 | sell | 3 | 0.49 | 1.51707 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.04 19:20 | modify | 3 | 0.49 | 1.51707 | 1.52707 | 0.00000 | ||
| 11 | 2010.05.04 19:20 | modify | 3 | 0.49 | 1.51707 | 1.52707 | 1.46707 | ||
| 12 | 2010.05.04 23:30 | close | 3 | 0.49 | 1.51308 | 1.52707 | 1.46707 | 195.51 | 9909.10 |
| 13 | 2010.05.04 23:35 | buy | 4 | 0.50 | 1.51356 | 0.00000 | 0.00000 | ||
| 14 | 2010.05.04 23:40 | modify | 4 | 0.50 | 1.51356 | 1.50356 | 0.00000 | ||
| 15 | 2010.05.04 23:40 | modify | 4 | 0.50 | 1.51356 | 1.50356 | 1.56356 | ||
| 16 | 2010.05.05 09:20 | close | 4 | 0.50 | 1.51540 | 1.50356 | 1.56356 | 91.60 | 10000.70 |
| 17 | 2010.05.05 18:10 | sell | 5 | 0.50 | 1.51199 | 0.00000 | 0.00000 | ||
| 18 | 2010.05.05 18:15 | modify | 5 | 0.50 | 1.51199 | 1.52199 | 0.00000 | ||
| 19 | 2010.05.05 18:15 | modify | 5 | 0.50 | 1.51199 | 1.52199 | 1.46199 | ||
| 20 | 2010.05.05 21:15 | close | 5 | 0.50 | 1.51077 | 1.52199 | 1.46199 | 61.00 | 10061.70 |
| 21 | 2010.05.05 21:20 | buy | 6 | 0.50 | 1.51037 | 0.00000 | 0.00000 | ||
| 22 | 2010.05.05 21:25 | modify | 6 | 0.50 | 1.51037 | 1.50037 | 0.00000 | ||
| 23 | 2010.05.05 21:25 | modify | 6 | 0.50 | 1.51037 | 1.50037 | 1.56037 | ||
| 24 | 2010.05.06 03:25 | close | 6 | 0.50 | 1.51323 | 1.50037 | 1.56037 | 141.80 | 10203.50 |
| 25 | 2010.05.06 13:00 | sell | 7 | 0.51 | 1.50685 | 0.00000 | 0.00000 | ||
| 26 | 2010.05.06 13:05 | modify | 7 | 0.51 | 1.50685 | 1.51685 | 0.00000 | ||
| 27 | 2010.05.06 13:05 | modify | 7 | 0.51 | 1.50685 | 1.51685 | 1.45685 | ||
| 28 | 2010.05.06 17:35 | close | 7 | 0.51 | 1.49355 | 1.51685 | 1.45685 | 678.30 | 10881.80 |
| 29 | 2010.05.06 21:00 | buy | 8 | 0.54 | 1.47926 | 0.00000 | 0.00000 | ||
| 30 | 2010.05.06 21:05 | modify | 8 | 0.54 | 1.47926 | 1.46926 | 0.00000 | ||
| 31 | 2010.05.06 21:05 | modify | 8 | 0.54 | 1.47926 | 1.46926 | 1.52926 | ||
| 32 | 2010.05.07 02:05 | close | 8 | 0.54 | 1.48896 | 1.46926 | 1.52926 | 523.37 | 11405.17 |
| 33 | 2010.05.07 02:30 | sell | 9 | 0.57 | 1.49011 | 0.00000 | 0.00000 | ||
| 34 | 2010.05.07 02:35 | modify | 9 | 0.57 | 1.49011 | 1.50011 | 0.00000 | ||
| 35 | 2010.05.07 02:35 | modify | 9 | 0.57 | 1.49011 | 1.50011 | 1.44011 | ||
| 36 | 2010.05.07 07:55 | close | 9 | 0.57 | 1.46671 | 1.50011 | 1.44011 | 1333.80 | 12738.97 |
| 37 | 2010.05.07 11:50 | buy | 10 | 0.64 | 1.45969 | 0.00000 | 0.00000 | ||
| 38 | 2010.05.07 11:55 | modify | 10 | 0.64 | 1.45969 | 1.44969 | 0.00000 | ||
| 39 | 2010.05.07 11:55 | modify | 10 | 0.64 | 1.45969 | 1.44969 | 1.50969 | ||
| 40 | 2010.05.07 18:55 | close | 10 | 0.64 | 1.47554 | 1.44969 | 1.50969 | 1014.40 | 13753.37 |